-53.5%
SOUN vs AA
-40.1%
-13.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.4% |
| 7D | -15.1% | +0.5% | -15.6% | -15.3% |
| 30D | -23.0% | -0.6% | -22.4% | -23.0% |
| 3M | -53.3% | -19.7% | -33.7% | -49.8% |
| 6M | -58.6% | -41.6% | -17.0% | -50.7% |
| YTD | -65.0% | -24.6% | -40.4% | -62.5% |
| 1Y | -71.4% | +4.9% | -76.3% | -72.9% |
| 3Y | +75.4% | +66.8% | +8.5% | +42.3% |
| All | -53.5% | -40.1% | -13.4% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling